Autoregressive time series analysis of variance with skew normal innovations

DOI10.1007/s40840-022-01258-4zbMath1496.62152OpenAlexW4221119734MaRDI QIDQ2089353

Afshin Fallah, Arezo Hajrajabi

Publication date: 6 October 2022

Published in: Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40840-022-01258-4

zbMATH Keywords

EM algorithmtime seriesmaximum likelihoodanalysis of varianceskew normal distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Analysis of variance and covariance (ANOVA) (62J10)

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